| Metric | 11397854:btcusd:triple_med_gx:lsma50_125 | 11397854:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 37.23% | 183.29% |
| Max Drawdown | -23.2% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.42 | 0.62 |
| Payoff Ratio | 1.19 | 1.2 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.61 | 0.66 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 33.47 | 3.59 |
| Outlier Loss Ratio | 4.06 | 3.36 |
| Volatility (ann.) | 11.5% | 26.34% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.43 | 0.54 |
| Skew | 2.74 | 0.2 |
| Kurtosis | 63.96 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.57% |
| Expected Yearly % | 8.23% | 29.73% |
| Kelly Criterion | 0.68% | 10.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11397854:BTCUSD | 11397854:btcusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -3.72 | 0.07 | + |
| 2023 | 155.54 | 8.70 | 0.06 | - |
| 2024 | 121.00 | 21.40 | 0.18 | - |
| 2025 | 16.76 | 8.01 | 0.48 | - |
| Metric | 11397854:btcusd:triple_med_gx:lsma50_125 | 11397854:BTCUSD |
|---|---|---|
| MTD | 4.32% | 4.16% |
| 3M | 6.52% | 31.46% |
| 6M | 1.55% | 12.77% |
| YTD | 8.01% | 16.76% |
| 1Y | -0.89% | 56.84% |
| 3Y (ann.) | 5.28% | 55.31% |
| 5Y (ann.) | 9.88% | 36.34% |
| Metric | 11397854:btcusd:triple_med_gx:lsma50_125 | 11397854:BTCUSD |
|---|---|---|
| Max Drawdown | -23.2% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -3.52% | -6.73% |
| Avg. Drawdown Days | 42.0 | 34.0 |
| Recovery Factor | 1.6 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2024-03-25 | -23.20 | 642 |
| 2024-08-13 | 2025-06-11 | -18.58 | 301 |
| 2022-05-16 | 2022-06-21 | -13.94 | 36 |
| 2024-06-07 | 2024-08-08 | -7.82 | 62 |
| 2022-03-15 | 2022-04-19 | -6.01 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-20 | 2022-05-14 | -3.17 | 24 |
| 2022-03-13 | 2022-03-14 | -3.00 | 1 |
| 2024-08-09 | 2024-08-13 | -2.43 | 4 |
| 2024-04-19 | 2024-04-20 | -2.02 | 1 |
| Metric | 11397854:btcusd:triple_med_gx:lsma50_125 | 11397854:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 13.14% | 35.75% |
| Worst Week | -8.98% | -29.64% |
| Best Month | 11.94% | 43.77% |
| Worst Month | -10.6% | -37.12% |
| Best Year | 21.4% | 155.54% |
| Worst Year | -3.72% | -57.04% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 3.93% | 8.04% |
| Avg. Down Week | -2.54% | -2.9% |
| Avg. Up Month | 5.78% | 18.15% |
| Avg. Down Month | -3.66% | -11.79% |
| Win Days % | 45.95% | 51.3% |
| Win Month % | 48.78% | 60.98% |
| Win Week % | 44.79% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |